Forecasting with exponential smoothing and adaptive filtering | |
| Author | Cotecson, Allan Bruce |
| Call Number | AIT SSPR no. CA-81-4 |
| Subject(s) | Decision making Business forecasting |
| Note | A special study submitted in partial fulfilment of the requirements for the degree of Master of Engineering, School of Engineering and Technology |
| Publisher | Asian Institute of Technology |
| Abstract | Forecasting is increasingly important in organizational functions. Exponential smoothing, a widely used forecasting method, and adaptive filtering, a new approach in parameter estimation of an autoregressive forecasting model, have been applied to different types of data of varying lengths. Exponential smoothing is best applied to time series with a large number of observations and definite data patterns; otherwise adaptive filtering works reasonably well. |
| Year | 1981 |
| Type | Special Study Project Report (SSPR) |
| School | School of Engineering and Technology |
| Department | Department of Information and Communications Technologies (DICT) |
| Academic Program/FoS | Computer Application (CA) |
| Chairperson(s) | Huynh Ngoc Phien; |
| Examination Committee(s) | Hosking, Roger J. ;Oudheusden, Dirk L. Van ; |
| Scholarship Donor(s) | The Government of the United States of America; |
| Degree | Special Studies Project Report (M. Eng.) - Asian Institute of Technology, 1981 |